-12.6%
TTWO vs FIS
-40.5%
+27.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.8% | -0.7% |
| 7D | +0.4% | -7.9% | +8.3% | +2.8% |
| 30D | -11.3% | -8.0% | -3.4% | -9.3% |
| 3M | +1.6% | +0.6% | +1.0% | +0.9% |
| 6M | +2.1% | -22.2% | +24.3% | +9.8% |
| YTD | -15.8% | -40.8% | +24.9% | -6.0% |
| 1Y | -12.6% | -41.5% | +28.9% | -1.8% |
| All | -12.6% | -40.5% | +27.9% | -1.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded FIS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling